-5.2%
DASH vs BP
+168.4%
-173.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -11.6% | +12.0% | +1.6% |
| 30D | -6.0% | 0.0% | -6.1% | -6.3% |
| 3M | -15.8% | +6.7% | -22.5% | -16.8% |
| 6M | +7.0% | +2.2% | +4.8% | +6.0% |
| YTD | -20.7% | +33.0% | -53.6% | -25.6% |
| 1Y | -8.5% | +30.7% | -39.3% | -14.0% |
| 3Y | +101.8% | +44.2% | +57.6% | +83.6% |
| 5Y | -9.6% | +105.1% | -114.7% | -22.0% |
| All | -5.2% | +168.4% | -173.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling